I'm completely new to RPGs in general, so I apologize in advance if this is an odd question. There's such an overwhelming abundance of lore on all the different campaign settings for DnD that I've spent days poring over handbooks and wiki articles, but the one question I've had from the very beginning is still unanswered. Where does DnD take place? There are different settings, and to my understanding these are different realms/dimensions, but is there a core world?

My primary concern is campaign building. My brothers and I are a bunch of newbies trying to break into DnD with 4e and I'm going to be the DM. I'm having trouble because I don't understand how the religions, deities, politics, races/cultures in the core books apply to the different settings. Specific questions that come to mind are: Does the pantheon of gods described in PHB1 apply across the board? Do changelings exist in the forgotten realms setting? Are the core books describing a primary DnD world/setting that I can use as a base?

Please feel free to simply direct me to an informative link, if this is just a case of me having missed the simple answer due to information overload.

Heh, welcome, to the site and to RPGs. This is actually an excellent first question, I think. Nice to see a new player interested in the setting this way. I've answered as well as I can, though I am not really a 4e player and only have limited experience with it. Hopefully someone with more knowledge will come along soon.
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KRyanOct 17 '12 at 2:19

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Thank you! RPG.stackexchange has been immensely helpful over the past week, as I've been trying to learn the game. This place is friendly and professional. After my frustration with trying to figure out campaign settings, I figured this would be the best place to find my answer.
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MoxOct 17 '12 at 5:20

3 Answers
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Points of Light

Yes, it does. It’s called “Points of Light,” and my understanding is that it’s basically Greyhawk (Gary Gygax’s original setting for Dungeons & Dragons) with the Gygaxian serial numbers filed off so Wizards can avoid paying them royalties, or something like that.

The core books use this setting. Most supplements use it too, though for the most part they strive to be generic enough to be reasonably added to many different types of settings.

I want to include a quote here by BESW, originally made as a comment to this answer, because I think it’s particularly relevant:

I think it's worth mentioning that the Points of Light setting is deliberately fuzzy on the details. IE, yes, there was a war between dragonborn Arkhosia and tiefling-led Bael Turath a long time ago, but whether that's a thousand or five thousand years ago depends on which article/book you're reading. This is done to take some of the "get it right" pressure off the DM and discourage players from telling the DM that his worldbuilding choices are wrong.

This is one of the better ideas that Wizards has ever had, in my opinion, and you should feel free not to worry too much about matching your campaign up with the “official” details. This was always true, even in the more well-defined settings, but a lot of DMs, especially new ones, felt like they had to match everything perfectly.

Setting Specific Material

The only supplements that don’t use Points of Light, appropriately enough, are the setting-specific books, like books for Eberron or the Forgotten Realms (Faerûn is a part of the Forgotten Realms). There’s not any particular reason why you have to avoid the material from those books in other settings, mind you: they may have been written with a particular setting in mind, but that doesn’t mean you can’t incorporate them into other settings.

For example, the Artificer is kind of the iconic Eberron class, but while Eberron is largely built on the backs of Khorvaire’s Artificers, there’s nothing saying that the Forgotten Realms couldn’t have a fair few Artificers walking around. They’re just not quite so ubiquitous as they are in Eberron, so you haven’t seen the magitech-ish revolution in the Forgotten Realms the way you have in Eberron.

As another example, Dragonmark feats are balanced socially rather than mechanically for their intended setting: getting a 4e Dragonmark means you're socially obligated (or being hunted by people with social obligations re: Dragonmarks) and have effectively handed the DM a "tug my PC around" card. Outside of that social context, Dragonmarks are a little overpowered mechanically (read: nearly on par with Expertise in terms of "why doesn't every PC have one of these?”) without extra work by the DM.

The only setting that really doesn’t play nice with others is Dark Sun. Dark Sun changes a lot of the core assumptions about the world, and a lot of Dark Sun material exists to support those different assumptions. It’s been important to Dark Sun, for a long time now (at least since 2nd edition), that it’s completely cut off from any wider cosmology (in 2e and to a somewhat lesser extent 3.x, all settings were generally sub-settings within Planescape, at least from Planescape’s point of view). Again, though, that does not mean you cannot mix Dark Sun with other settings – it just means you have to be more careful about it.

Pantheons

For the most part, the pantheons are separate, though if I recall correctly, Points of Light and the Forgotten Realms have a fair bit of overlap. Eberron’s gods and the like are certainly completely separate, and Dark Sun... only kind of sort of has gods at all.

Changelings

I don’t know of any particular mention of Changelings in the Forgotten Realms or any place where Changelings are explicitly included in the setting, but they’d hardly be out of place if you wanted to include them.

D&D 4th edition uses Nentir Vale as a setting to place most of its published adventures and has published material for the Forgotten Realms. The deities and bits of history are there to help novice referees flesh out their own original settings and/or adventures. They are not meant to define the possibilities of D&D.

D&D 4th edition like older editions is a generic fantasy roleplaying game where the referee implements the game for their own setting. You can have your own pantheon either something you created or kitbashed together from historical sources and fiction. The same thing can apply for other background elements like the exact history of the Dragonborn. What you should strive for is to create something that you find fun and enjoyable. In short a place where you want to adventure and explore.

D&D 4th edition has some excellent advice about the nuts and bolts of creating an adventure but doesn't go into the same amount of detail about creating a setting. Fortunately there is are a lot of good resources on the internet that can help.

There are several methods that novice referees used to create their own original setting.

The most straightforward is the town, wilderness, and dungeon setup.

You create a small town (like Fallcrest only a little smaller)

You create a wilderness that surrounds the town (like Nentir Vale but again a little smaller)

You create a dungeon with two or three levels to explore initially. Or several smaller dungeons scattered through the Wilderness similar to the Kobold adventure in the DMG.

As the campaign develops the referee will expand the map and add new locales to explore and adventure in. Again focus more on interesting places to adventure rather than an elaborate background continuity. You can always do a retroactive rewrite for the next campaign if need be.

You can get more elaborate and create a setting that more expansive and with a lot more detail by following something like my How to Create a Fantasy Sandbox The article has a worked out example, the Island of Piall, and a PDF you can download.

You can also look at a smaller published setting like my Blackmarsh which is both free to download and free to reuse (it is released under both the Open Game License and a Creative Commons license)